Smoked pet store bones are still "cooked" it's the heat that changes the structure of the bone and causes splinters, bones should never be given after being heated, (so no bones from your T-bone, unless you eat RAW, too). Freezing is just as effective to kill any bacteria, I freeze them overnight to make sure they're frozen all the way through, then feed them that way so by the time they're thawed the dogs have worked off most of the meat and grease.
I buy whole femurs from the butcher, that's a long leg bone with both knuckles (joints) still on. Look for places that process game or do their own cutting, grocery stores these days are unlikely to have big enough ones. Our bones run a good 24" long. Our dogs know there are "bone zones" in the house, fresh bones are only allowed in the bedrooms, on the rug. Earnest knows the phrase "too messy". He'll stand in the door to the living room with a bone, asking to hang out with us, if I say "too messy" it's funny to see him decide which he wants more, company or the bone. Sometimes we win- sometimes the bone does!